-59.1%
FIG vs PL
-3.5%
-55.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +10.4% | -8.4% | +1.6% |
| 7D | -13.1% | -6.8% | -6.3% | -13.0% |
| 30D | -13.0% | -29.3% | +16.3% | -12.2% |
| 3M | -21.5% | -44.8% | +23.2% | -20.4% |
| 6M | -2.5% | -68.4% | +65.9% | +0.4% |
| YTD | -49.7% | -36.4% | -13.3% | -50.2% |
| 1Y | -59.1% | +0.7% | -59.8% | -61.7% |
| All | -59.1% | -3.5% | -55.6% | -61.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded PL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling